Software for Exact Integration of Polynomials over Polyhedra

We are interested in the fast computation of the exact value of integrals of polynomial functions over convex polyhedra. We present speed ups and extensions of the algorithms presented in previous work. We present the new software implementation and provide benchmark computations. The computation of integrals of polynomials over polyhedral regions has many applications; here we demonstrate our algorithmic tools solving a challenge from combinatorial voting theory.Comment: Major updat

Coefficients of Sylvester's Denumerant

For a given sequence $\mathbf{\alpha} = [\alpha_1,\alpha_2,\dots,\alpha_{N+1}]$ of $N+1$ positive integers, we consider the combinatorial function $E(\mathbf{\alpha})(t)$ that counts the nonnegative integer solutions of the equation $\alpha_1x_1+\alpha_2 x_2+\cdots+\alpha_{N} x_{N}+\alpha_{N+1}x_{N+1}=t$, where the right-hand side $t$ is a varying nonnegative integer. It is well-known that $E(\mathbf{\alpha})(t)$ is a quasi-polynomial function in the variable $t$ of degree $N$. In combinatorial number theory this function is known as Sylvester's denumerant. Our main result is a new algorithm that, for every fixed number $k$, computes in polynomial time the highest $k+1$ coefficients of the quasi-polynomial $E(\mathbf{\alpha})(t)$ as step polynomials of $t$ (a simpler and more explicit representation). Our algorithm is a consequence of a nice poset structure on the poles of the associated rational generating function for $E(\mathbf{\alpha})(t)$ and the geometric reinterpretation of some rational generating functions in terms of lattice points in polyhedral cones. Our algorithm also uses Barvinok's fundamental fast decomposition of a polyhedral cone into unimodular cones. This paper also presents a simple algorithm to predict the first non-constant coefficient and concludes with a report of several computational experiments using an implementation of our algorithm in LattE integrale. We compare it with various Maple programs for partial or full computation of the denumerant.Comment: minor revision, 28 page

Linear vector optimization and European option pricing under proportional transaction costs

A method for pricing and superhedging European options under proportional transaction costs based on linear vector optimisation and geometric duality developed by Lohne & Rudloff (2014) is compared to a special case of the algorithms for American type derivatives due to Roux & Zastawniak (2014). An equivalence between these two approaches is established by means of a general result linking the support function of the upper image of a linear vector optimisation problem with the lower image of the dual linear optimisation problem

Finding the "truncated" polynomial that is closest to a function

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given interval) a function has coefficients that are not exactly representable with a finite number of bits. And yet, the polynomial approximations that are actually implemented do have coefficients that are represented with a finite - and sometimes small - number of bits: this is due to the finiteness of the floating-point representations (for software implementations), and to the need to have small, hence fast and/or inexpensive, multipliers (for hardware implementations). We then have to consider polynomial approximations for which the degree-$i$ coefficient has at most $m_i$ fractional bits (in other words, it is a rational number with denominator $2^{m_i}$). We provide a general method for finding the best polynomial approximation under this constraint. Then, we suggest refinements than can be used to accelerate our method.Comment: 14 pages, 1 figur

Studying Wythoff and Zometool Constructions using Maple

We describe a Maple package that serves at least four purposes. First, one can use it to compute whether or not a given polyhedral structure is Zometool constructible. Second, one can use it to manipulate Zometool objects, for example to determine how to best build a given structure. Third, the package allows for an easy computation of the polytopes obtained by the kaleiodoscopic construction called the Wythoff construction. This feature provides a source of multiple examples. Fourth, the package allows the projection on Coxeter planesComment: 11 pages, 11 figure

Faster Geometric Algorithms via Dynamic Determinant Computation

The computation of determinants or their signs is the core procedure in many important geometric algorithms, such as convex hull, volume and point location. As the dimension of the computation space grows, a higher percentage of the total computation time is consumed by these computations. In this paper we study the sequences of determinants that appear in geometric algorithms. The computation of a single determinant is accelerated by using the information from the previous computations in that sequence. We propose two dynamic determinant algorithms with quadratic arithmetic complexity when employed in convex hull and volume computations, and with linear arithmetic complexity when used in point location problems. We implement the proposed algorithms and perform an extensive experimental analysis. On one hand, our analysis serves as a performance study of state-of-the-art determinant algorithms and implementations. On the other hand, we demonstrate the supremacy of our methods over state-of-the-art implementations of determinant and geometric algorithms. Our experimental results include a 20 and 78 times speed-up in volume and point location computations in dimension 6 and 11 respectively.Comment: 29 pages, 8 figures, 3 table

Toric Methods in F-theory Model Building

In this review article we discuss recent constructions of global F-theory GUT models and explain how to make use of toric geometry to do calculations within this framework. After introducing the basic properties of global F-theory GUTs we give a self-contained review of toric geometry and introduce all the tools that are necessary to construct and analyze global F-theory models. We will explain how to systematically obtain a large class of compact Calabi-Yau fourfolds which can support F-theory GUTs by using the software package PALP.Comment: 19 pages. Prepared for the special issue "Computational Algebraic Geometry in String and Gauge Theory" of Advances in High Energy Physics, v2: references added, typos correcte